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Dependence between Non-Energy Commodity Sectors Using Time-Varying Extreme Value Copula Methods

by Zayneb Attaf, Ahmed Ghorbel and Younes Boujelbène

International Journal of Econometrics and Financial Management. 2015, 3(2), 64-75. DOI: 10.12691/ijefm-3-2-3
Pub. Date: January 28, 2015Views: 21865 Downloads: 18839Like: 41

non-energy commodity dependence structure copula diversification time-varying correlations

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